Access Statistics for Eric Eisenstat

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian model comparison for time-varying parameter VARs with stochastic volatility 0 2 3 97 0 5 14 229
Comparing Hybrid Time-Varying Parameter VARs 0 0 0 44 0 1 5 58
Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility 0 0 0 18 1 1 2 29
Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility 0 0 1 58 1 1 4 67
Efficient estimation of Bayesian VARMAs with time-varying coefficients 0 0 0 59 0 0 1 102
Gibbs Samplers for VARMA and Its Extensions 0 0 0 65 0 0 2 126
Identifying Noise Shocks 0 0 0 54 0 1 1 98
Large Bayesian VARMAs 0 0 1 20 0 1 3 49
Large Bayesian VARMAs 0 0 0 44 0 0 0 87
Large Bayesian VARMAs 0 0 0 2 0 1 2 21
Large Bayesian VARMAs 0 0 0 88 0 0 2 95
Marginal Likelihood Estimation with the Cross-Entropy Method 0 0 1 53 0 0 6 253
Marginal Likelihood Estimation with the Cross-Entropy Method 0 0 2 22 0 0 6 118
Modelling Inflation Volatility 0 0 0 110 0 0 0 138
Modelling Inflation Volatility 0 0 0 38 0 0 3 58
Modelling Inflation Volatility 0 0 0 53 0 1 1 102
Reducing Dimensions in a Large TVP-VAR 0 1 5 46 2 4 10 251
Reducing Dimensions in a Large TVP-VAR 0 0 0 39 0 0 1 87
Reducing Dimensions in a Large TVP-VAR 0 0 0 15 1 1 3 86
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 0 112 0 0 1 189
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 1 1 44 1 2 3 91
Total Working Papers 0 4 14 1,081 6 19 70 2,334

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comment on “A Review of Student Test Properties in Condition of Multifactorial Linear Regression” 0 0 0 17 0 0 0 73
BAYESIAN ANALYSIS OF CARTEL STABILITY AND REGIME SWITCHING 0 0 0 37 0 0 0 108
Bayesian model comparison for time‐varying parameter VARs with stochastic volatility 1 3 9 32 3 9 27 138
Choosing between identification schemes in noisy-news models 0 0 0 2 0 0 1 9
Comparing hybrid time-varying parameter VARs 0 0 2 18 2 3 10 106
Composite likelihood methods for large Bayesian VARs with stochastic volatility 0 0 0 3 1 2 4 27
Efficient estimation of Bayesian VARMAs with time†varying coefficients 0 0 0 0 1 1 3 16
Identifying noise shocks 0 0 0 13 1 2 4 51
Large Bayesian VARMAs 0 0 0 14 1 1 4 100
Marginal Likelihood Estimation with the Cross-Entropy Method 0 0 4 25 0 1 12 125
Modelling Inflation Volatility 0 0 0 26 2 2 3 68
Reducing the state space dimension in a large TVP-VAR 0 0 4 24 0 0 8 97
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 1 4 23 0 1 7 71
THE ECONOMICS OF MEASURING QUALITY OF LIFE BY THE STANDARD GAMBLE METHOD 0 0 0 48 0 0 1 286
Total Journal Articles 1 4 23 282 11 22 84 1,275

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Statistics updated 2025-08-05